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A daily collection of all things fintech, interesting developments and market updates. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquity. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.
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Previously, US Tech at Nadex ticked at 1. It now ticks at 0. NQ Futures ticks in. The top arrow shows that the ceiling is The bid or the sell price on the ticket is currently This information is shown at the second arrow. Thus you can see that each tick of 0. With NQ ticking at. US Tech is ticking at 0.
Therefore, the ratio is This is valuable information should you want to use US Tech for any hedging positions against your NQ positions. When trading, you can literally have a 10 or 20 tick risk on a Futures trade using the spreads to hedge it and have unlimited upside with no time limit.
That is when it gets fun! You can buy the Future and sell a spread or vise versa. Your ratio is better and your risk is capped on the Nadex spread. It is not capped on a Futures contract. Even if you have placed a stop while trading futures and a flash crash happens, it can gap past your order and there is no cap on your risk.
This will connect you to a webinar that explains in detail how to hedge on either Futures or Forex with Nadex Spreads. Apex Webinar Link. To learn about other ways to trade, visit www. The preceding article is from one of our external contributors. It does not represent the opinion of Benzinga and has not been edited. In other words, I think knowing something about how the participants actually execute trades has real merit. Trades made, or ticks , are the building blocks of a our kind of market structure.
If you have not had a chance to read parts one and two, you may want to go ahead and at least skim them now. In the previous installments, all instruments had the same number of sessions. Overall session volumes are definitely down. What else? Well, to me what is for sure is that the ES market participants have changed, the level of participation has changed, the ways and means used to participate has changed as well. Why is that? Well, as far as I can figure there is nothing but informational disadvantage for a large participant with lots to trade to place a lot order.
I mean, why would you ever do this in a world where 2-lot orders for example can be executed just as about as efficiently as a single lot order? All on the down-low. You may not even be able to know anything about an exchanges matching system, though some exchanges are pretty transparent about their matching algorithms CME in particular.
But I digress a little …. I also suspect some of the decrease in 1-lots and increase in 2-lots may be due to many small traders finally understanding the mathematical disadvantage of 1-lot trading. Meaning the outcome of a 1-lot trade is binary. You win or you lose. That and 1-lots require your entries and exits too to be inspired works of art and science, precisely and perfectly timed. First time. Every time. Over time the numbers show that volume has been skewing toward smaller lots less than 10 in the ES.
Now more than ever you should consider decreasing reliance on seeing big trades as an edge. And also like with the ES, what I find striking is the biggish decrease in diversity of the trade sizes. The number of unique trade sizes is nearly half of what is was in our previous NQ sample.
Hole-eeee cow. But so what? Well, to me the most likely explanation is the Rise of the Machines , Terminator style. If you know anything about engineered systems, you know the archenemy of reliability is complexity. So systems are generally engineered to be as simple as possible, and no simpler Einstein said that.
One of the ways for an algorithmic trading system to reduce complexity is to favor a small number of trade sizes. As in the ES, large trades are now practically legend. All the action is concentrated around a small set of sizes, lots specifically. What could it all mean? What I will say is that the similarity of the structural changes mean that not only are the same dynamics in play for all 3 CME index futures, but I might even go so far as to say that the same participants are creating these shared dynamics.
Hint, hint. All others drool, as we used to say in junior high. There were some variances, as you can see, but they are so small as to be irrelevant, methinks. Unlike the equity indexes, I think that what this shows is that the participants in the WTI market are largely the same as when part 2 was written, there is just fewer of them or they are just participating less overall.
As we all know the energy market is particularly sensitive to those. It took 3x as many sessions to achieve a similar sample size. Of course, lower volume at this moment in time could also be geopolitically influenced, just as with CL. But still, as in the equities futures the 2-lot is up and the 1-lot significantly down, as was overall diversity of trade size.
Again, I interpret this as a sea change in the market participants, or at the very least a sea change in how and how much they participate. One-lots have increased while 2-lots have decreased , all the while the overall volume the same, mas o menos.
Go figure. Obviously, something has changed though in terms of participants, the nature of their participation, or perhaps both. Some additional digging may be in order…. Enough numbers already. Hopefully this was interesting, informative and maybe even entertaining for you.
Of course big size can clean out the order book and move price very far very fast. But the point here is that now even more than ever, swing after swing, trend after retracement after trend, the little trade gets the big jobs done. I originally published this study back in late August , and at the time it was met with quite a bit of controversy.
Since that time it has been read thousands of times by traders all over the globe. If this is not clear there is additional elaboration in the methodology section of the original study down there a little ways. Then, for each instrument the top 10 trade sizes — by frequency — are shown.
Small lots at high frequency move the ES. The most frequent big-lot trade could only muster an measly quarter of a percentage of the total trades. The most frequent big-lot trade only accounts for six one-hundredths of a percent of the total trades. The TF is overwhelmingly dominated by small trades.
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|Binary options tick chart for nq||Well, to me the most likely explanation is the Rise of the MachinesTerminator style. The above strategy produces above Data. Past performance of indicators or methodology are not necessarily indicative of future results. It is not capped on a Futures contract. I have some software that does the sorting for me in under a second. Due to security reasons we are not able to show or modify cookies from other domains. The 15 minute chart was now overbought.|
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The 15 minute chart was now overbought. The 5 minute had closed below the fast moving average, formed a bullish bar, but could not manage to maintain price action above the fast moving average. Instead of forming a second bullish bar, a bearish bar was forming. This coincided with the 1 minute chart showing a hidden bearish divergence. After entering the short position, I immediately set a profit target at a few ticks above the ATR on the 5 minute chart.
Now there was a possibility of price going down to the ATR on the 15 minute chart. However, more than likely, price would hit the ATR on the 5 minute and bounce before going lower. A few minutes after the market opening, the limit order was filled with a profit of Although price did go lower, In other words, if I was greedy and wanted more, I would have given my profits back to the market. During these radical market waves, taking profits is a much better solution versus holding for more profits.
Open your free Nadex Demo or Live Account now! Open a free account today with TradingView! Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquity.
No representation is being made that any account will or is likely to achieve profit or losses similar to those shown. Futures, stocks, and spot currency trading have large potential rewards, but also large potential risk. How do you calculate the average price? If you use x minute bars to calculate this average, wouldn't this mean that you always will need to use a time frame less than x to trade?
Or do you use x number of ticks to calculate this average? If so, what number of ticks do you use? Wouldn't the result be drastically different depending on the number of ticks you use? Jerry, sounds like a good approach. Question: Which timeframe would you then use to calculate the stddev? What you have diplayed is a tool that can certainly help people form a more robust approach to the markets and it really asks the Question for people. Of course there will always be debate about wether stop losses or targets should be rigid etc however at the end of the day these tools forces one to think further on many aspects of trading including ones style and rules..
You have been around a number of years and have a lot of people who respect your knowledge. I am one also who does The average I am referring to is that of all trade data over the time frame which you are looking at. So, for example, if you are a day trader and your chart data starts at 9;30 this morning, you would average all the data from till the present.
No if you start every average computation at the same starting time. Yes if you start the computation at different starting times. For example, if you compute the average of the trade data starting at , it will look the same on every chart you use, 1 min, 2 min 3min etc. That's the beauty of this type of statistic. It's time frame independent. If however you start the computation including yesterdays data along with today's, then the average will have a different value.
If you filter out the noise you essentially filter out any trade. Noise is where the action is. In the words of Nihabaashi "To fear volatility is to fear profits". Again a complete discussion of this is in the Trading with Market Statistics threads. Sorry, but I still have a difficult time to understand how you will use this to decide the timeframe to trade on? Do you use the Standard Deviation from yesterday to decide what time frame to trade on today? But then the standard deviation at the end of the day will be drastically different than what it was after the first 30 minutes if you continue to include all the data from the beginning.
Or do you run it from and check it every hour to see what the current calculations are and change your timeframe after each check? I don't think noise and volatility are the same thing. You want to filter out noise and trade volatility. This will be accomplished by trading a higher range than the results of the calculations, which in essence will filter out the noise and allow you to trade the volatile moves which rise above the noise.
There is no rhyme or reason to noise. Why would someone want to tade that? What I personally do, is look at the the SD from the end of yesterday and see if there is a position trade that I could enter for today. If there isn't then I will start a computation of the data just for today and wait until the SD gets large enough compared to the bar range before initiating a trade for today. Again this has all been discussed in the Trading with Market Statistics Threads.
I gave you a quantitative definition of volatility. It is a measure of the deviation of the data from the mean. If I enter a trade at the mean, I expect the market to move 1 standard deviation. How it gets there is not of any concern. It could move there smoothly or jiggle its way there. If you wash out all the jiggles which are just standard deviations of the data on a shorter time scale which I presume is what you mean by noise then you miss the opportunity to define a good entry and a good exit point.
I think I have a vague idea of what you are saying, but it sounds more like a trading methodology than a way to pick a time frame to trade on. In fact, it sounds like the time frame is irrelevant. With all due respect and I am not trying to sound sarcastic, or launch some kind of attack as this is not my intend at all, but when you said in your initial post " There actually is a much simpler analytic approach in determining what time frame you should use for trading.
After all, Suri outlined his approach in one post. In the end, I think this is just another case of "for each their own". I appreciate your insights and input on determining the trading time frame and thank you for it, but I think I will pass.
What I sense here, is a need for a better understanding of market probabilities and how that helps your trading style. The market statistics threads will help you in this regard, which is why I wrote them. They are NOT a methodology although I do present some methods along with them.
It isn't necessary for you to read all the threads. In fact if you just read the first few and look at the videos you will have a good working knowledge of market statistics. I think once you have a feel for the concept of standard deviation, you will understand my statements above about why you should not trade bars whose range is larger than 1 standard deviation.
You can read the first post in each thread and get the concept. The rest of the posts are discussions questions and all the other stuff that you get on forums. The first posts are clear concise and structured very well. It is not often you get a really unique perspective on trading but this is. Regardless of your chosen trading style this is an important piece of work imo. It is simple but requires some knowledge. Having said that choosing a time frame is simple if you have experience.
It is important as its one of the few variables you have complete control over. Personally I just tweak things until it shows what I need to see to capture the swings I am interested in. Of course you need to know what you need to see. You can post now and register later. If you have an account, sign in now to post with your account.
Search In. Welcome Guests Welcome. Sign In or Sign Up. Recommended Posts. Posted September 11, Number of Bars in a Reg. Trading session 3-days of data Avg. Time for Each Bar Avg. The above strategy produces above Data. D Tick chart, had trades in 3-day time-period with Average Number of trades per day is Share this post Link to post Share on other sites.
This is really good stuff Suri and I hope we see more from you!!!! Welcome to the forum! My best regards, MK. Thank you very much, always enjoy your work. Thanks Steve. Posted September 12, Hi Suri That is a very helful tool for traders. Thank you for posting that.
Your comments on Tick chart size vs decision making is very relevant. Thanks again All the Best John. Posted September 13, edited. Posted September 13, Posted September 17, Posted September 18, Posted November 2, Join the conversation You can post now and register later. Reply to this topic Go To Topic Listing. HotForex starts with more global recognition! Robinhood Options Scalping Algo. TS v9. Daily Analysis. Date : 10th February